LikelihoodModel.cpp

Go to the documentation of this file.

/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (W) 2013 Heiko Strathmann
 * Written (W) 2013 Roman Votyakov
 * Written (W) 2012 Jacob Walker
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 *    this list of conditions and the following disclaimer in the documentation
 *    and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 *
 */
#include <shogun/machine/gp/LikelihoodModel.h>

using namespace shogun;

CLikelihoodModel::CLikelihoodModel()
{
}

CLikelihoodModel::~CLikelihoodModel()
{
}

SGVector<float64_t> CLikelihoodModel::get_predictive_log_probabilities(
        SGVector<float64_t> mu, SGVector<float64_t> s2, const CLabels *lab)
{
    return get_log_zeroth_moments(mu, s2, lab);
}

SGVector<float64_t> CLikelihoodModel::get_log_probability_fmatrix(
        const CLabels* lab, SGMatrix<float64_t> F) const
{
    REQUIRE(lab, "Given labels are NULL!\n");
    REQUIRE(lab->get_num_labels()==F.num_rows, "Number of labels (%d) does "
            "not match dimension of functions (%d)\n",
            lab->get_num_labels(),F.num_rows);
    REQUIRE(F.num_cols>0, "Number of passed functions (%d) must be positive\n",
            F.num_cols);

    SGVector<float64_t> result(F.num_cols);
    for (index_t i=0; i<F.num_cols; ++i)
    {
        /* extract current sample from matrix, assume col-major, dont copy */
        SGVector<float64_t> f(&F.matrix[i*F.num_rows], F.num_rows, false);
        result[i]=SGVector<float64_t>::sum(get_log_probability_f(lab, f));
    }

    return result;
}

SGVector<float64_t> CLikelihoodModel::get_first_moments(SGVector<float64_t> mu,
        SGVector<float64_t> s2, const CLabels* lab) const
{
    REQUIRE(lab, "Labels are required (lab should not be NULL)\n")
    REQUIRE((mu.vlen==s2.vlen) && (mu.vlen==lab->get_num_labels()),
            "Length of the vector of means (%d), length of the vector of "
            "variances (%d) and number of labels (%d) should be the same\n",
            mu.vlen, s2.vlen, lab->get_num_labels())

    SGVector<float64_t> result(mu.vlen);

    for (index_t i=0; i<mu.vlen; i++)
        result[i]=get_first_moment(mu, s2, lab, i);

    return result;
}

SGVector<float64_t> CLikelihoodModel::get_second_moments(SGVector<float64_t> mu,
        SGVector<float64_t> s2, const CLabels* lab) const
{
    REQUIRE(lab, "Labels are required (lab should not be NULL)\n")
    REQUIRE((mu.vlen==s2.vlen) && (mu.vlen==lab->get_num_labels()),
            "Length of the vector of means (%d), length of the vector of "
            "variances (%d) and number of labels (%d) should be the same\n",
            mu.vlen, s2.vlen, lab->get_num_labels())

    SGVector<float64_t> result(mu.vlen);

    for (index_t i=0; i<mu.vlen; i++)
        result[i]=get_second_moment(mu, s2, lab, i);

    return result;
}